Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2.56% | 0.54 CHF | 0.55 CHF | 132,000 | 132,000 | 58,456 | 58,456 | 34,225 CHF | 34,986 CHF | 99.33% | 99.33% |
19/11/2024 | 2.53% | 0.60 CHF | 0.61 CHF | 131,000 | 131,000 | 58,563 | 58,563 | 34,995 CHF | 35,755 CHF | 100.00% | 100.00% |
18/11/2024 | 2.48% | 0.61 CHF | 0.62 CHF | 130,000 | 130,000 | 58,168 | 58,168 | 35,466 CHF | 36,222 CHF | 99.77% | 99.77% |
15/11/2024 | 2.53% | 0.62 CHF | 0.63 CHF | 130,000 | 130,000 | 58,101 | 58,101 | 35,477 CHF | 36,233 CHF | 100.00% | 100.00% |
14/11/2024 | 2.44% | 0.61 CHF | 0.62 CHF | 130,000 | 130,000 | 58,307 | 58,307 | 36,349 CHF | 37,109 CHF | 98.53% | 98.53% |
13/11/2024 | 2.25% | 0.62 CHF | 0.63 CHF | 130,000 | 130,000 | 57,747 | 57,747 | 37,973 CHF | 38,721 CHF | 99.80% | 99.80% |
12/11/2024 | 2.22% | 0.70 CHF | 0.71 CHF | 128,000 | 128,000 | 57,694 | 57,694 | 39,811 CHF | 40,559 CHF | 99.89% | 99.89% |
11/11/2024 | 2.29% | 0.71 CHF | 0.72 CHF | 128,000 | 128,000 | 57,763 | 57,763 | 39,845 CHF | 40,598 CHF | 99.90% | 99.90% |
08/11/2024 | 2.53% | 0.65 CHF | 0.66 CHF | 130,000 | 130,000 | 59,193 | 59,193 | 36,580 CHF | 37,347 CHF | 99.05% | 99.05% |
07/11/2024 | 2.47% | 0.59 CHF | 0.60 CHF | 133,000 | 133,000 | 59,022 | 59,022 | 36,130 CHF | 36,895 CHF | 100.00% | 100.00% |